Constraints

finalytics::analytics::optimization

Struct Constraints 

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pub struct Constraints {
    pub asset_weights: Option<Vec<(f64, f64)>>,
    pub categorical_weights: Option<Vec<CategoricalWeights>>,
}
Expand description

Constraints for the Objective Functions

§Fields

  • asset_weights - Optional lower and upper bound asset weight constraint for each ticker symbol in order
    • Vec<(f64, f64)> - Vec<(lower_bound, upper_bound)>
  • categorical_weights - Optional weights for multiple categorical constraints such as Asset Class, Sector, Industry, Region

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§asset_weights: Option<Vec<(f64, f64)>>§categorical_weights: Option<Vec<CategoricalWeights>>

Trait Implementations§

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impl Clone for Constraints

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fn clone(&self) -> Constraints

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Constraints

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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